Implementing something as complex as Shibboleth is never going to be entirely simple. While we are better off than many institutions (because in particular we have Raven and lookup) there are still gaps in the data we need - e.g. reliable lists of College staff. In the UK we also have the requirements of the Data Protection Act to comply with, something which doesn't directly affect the Internet2 developers in the US.
Deploying Shibboleth is taking a lot of staff time in the CS, the UL and elsewhere. It's a new technology and it is bound to go wrong in new and unexpected ways. Users who have been happily using Athens for many years will not be pleased by the change, especially since it may result in their existing customisations of many services getting lost.
Existing Athens suppliers are being slow to adopt Shibboleth. Few suppliers currently support it directly, though many more can be accessed via a Shibboleth-to-Athens gateway provided by EduServ. However some don't even work through the gateway, making it problematic to drop Athens completly.